Incorporating active media into three-dimensional (3D) photonic crystals (PCs) is a useful step towards exploring the functionalities of PCs. Here we report, for the first time, on the fabrication of 3D woodpile PCs with a commercial PbSe quantum dot (QD) composite material by using the two-photon polymerization technique. The fabricated crystals possess photonic band gaps in the near-infrared wavelength region, which have a suppression rate of ~50% in the stacking direction, measured with an angle-resolved Fourier-transform infrared spectrometer. The woodpile structures fabricated under different conditions are also characterized by using a scanning near-field optical microscope, providing a useful feedback towards optimizing the fabrication of 3D woodpile PCs in QD composites.